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Sustainability of Russian Banks in 2007-2009

Author

Listed:
  • Sergey Drobyshevsky

    (Gaidar Institute for Economic Policy)

  • Andrey Zubarev

    (Gaidar Institute for Economic Policy)

Abstract

The present work addresses the issue of identifying main factors, which determine the problems in certain Russian banks during 2008-2009 crisis. As in most such studies, this task is carried out by constructing a binary regression models estimated on the data from banker's books and macroeconomic statistics.

Suggested Citation

  • Sergey Drobyshevsky & Andrey Zubarev, 2011. "Sustainability of Russian Banks in 2007-2009," Research Paper Series, Gaidar Institute for Economic Policy, issue 155P.
  • Handle: RePEc:gai:rpaper:62
    as

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    File URL: http://www.iep.ru/files/RePEc/gai/rpaper/62Drobyshevsky.pdf
    File Function: Revised version, 2012
    Download Restriction: no
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    References listed on IDEAS

    as
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    5. Huberto M. Ennis & Todd Keister, 2009. "Bank Runs and Institutions: The Perils of Intervention," American Economic Review, American Economic Association, vol. 99(4), pages 1588-1607, September.
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    9. James Peck & Karl Shell, 2003. "Equilibrium Bank Runs," Journal of Political Economy, University of Chicago Press, vol. 111(1), pages 103-123, February.
    10. Konstandina Natalia, 2006. "Probability of Bank Failure: The Russian Case," EERC Working Paper Series 06-01e, EERC Research Network, Russia and CIS.
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    Cited by:

    1. Andrey Zubarev, 2013. "Russian Banking System: Stability Factors In the Wake of 2008-2009 Crisis," Working Papers 0049, Gaidar Institute for Economic Policy, revised 2013.

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    More about this item

    Keywords

    Russian Banks; Sustainability; macroeconomic; statistics;
    All these keywords.

    JEL classification:

    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

    Statistics

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